Further MathematicsCode 9231

Probability generating functions

What this topic asks you to be able to do

  • understand the idea behind a probability generating function (PGF), and form the PGF of a given distribution and work with it
  • apply the expressions for a discrete random variable's mean and variance written using its PGF, and use those expressions to work out the mean and the variance for a stated probability distribution
  • use the result that, for independent random variables, the PGF of their sum is found by multiplying their separate PGFs together